+2,338.7%
GD vs ATI
+1,117.2%
+1,221.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -6.4% | +2.7% | -9.1% | -7.0% |
| 3M | +5.7% | +16.3% | -10.6% | +2.3% |
| 6M | -0.9% | +30.2% | -31.1% | -6.6% |
| YTD | +8.2% | +83.6% | -75.4% | -4.4% |
| 1Y | +13.4% | +173.0% | -159.6% | -7.3% |
| 3Y | +68.5% | +356.6% | -288.2% | +21.2% |
| 5Y | +97.2% | +1,074.2% | -977.0% | +15.6% |
| 10Y | +190.2% | +1,136.2% | -946.0% | +50.0% |
| All | +2,338.7% | +1,117.2% | +1,221.5% | +979.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling